[Numpy-discussion] lstsq functionality

Joshua Holbrook josh.holbrook@gmail....
Mon Jul 19 20:53:53 CDT 2010


On Mon, Jul 19, 2010 at 5:50 PM, Charles R Harris
<charlesr.harris@gmail.com> wrote:
> Hi All,
>
> I'm thinking about adding some functionality to lstsq because I find myself
> doing the same fixes over and over. List follows.
>
> Add weights so data points can be weighted.
> Use column scaling so condition numbers make more sense.
> Compute covariance approximation?
>
> Unfortunately, the last will require using svd since there no linear least
> squares routines in LAPACK that also compute the covariance, at least that
> google knows about.
>
> Thoughts?
>
> Chuck
>
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>

Maybe make 2 functions--one which implements 1 and 2, and another
which implements 3? I think weights is an excellent idea!

--Josh


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